market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/12/2024 0.48% 105.11 % 105.61 % 500,000 500,000 500,000 500,000 524,406 CHF 526,906 CHF 100.00% 100.00%
19/12/2024 0.47% 105.26 % 105.76 % 500,000 500,000 500,000 500,000 526,350 CHF 528,850 CHF 99.78% 99.78%
18/12/2024 0.47% 105.76 % 106.26 % 500,000 500,000 500,000 500,000 528,493 CHF 530,993 CHF 96.60% 96.60%
17/12/2024 0.47% 105.56 % 106.06 % 500,000 500,000 500,000 500,000 527,821 CHF 530,321 CHF 98.47% 98.47%
16/12/2024 0.47% 105.46 % 105.96 % 500,000 500,000 500,000 500,000 527,702 CHF 530,202 CHF 100.00% 100.00%
13/12/2024 0.47% 105.38 % 105.88 % 500,000 500,000 500,000 500,000 526,986 CHF 529,486 CHF 100.00% 100.00%
12/12/2024 0.47% 105.43 % 105.93 % 500,000 500,000 500,000 500,000 527,020 CHF 529,520 CHF 100.00% 100.00%
11/12/2024 0.47% 105.33 % 105.83 % 500,000 500,000 500,000 500,000 526,500 CHF 529,000 CHF 100.00% 100.00%
10/12/2024 0.47% 105.33 % 105.83 % 500,000 500,000 500,000 500,000 527,090 CHF 529,590 CHF 98.25% 98.25%
09/12/2024 0.47% 105.31 % 105.81 % 500,000 500,000 500,000 500,000 527,105 CHF 529,605 CHF 100.00% 100.00%

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